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Increasing Convex Order Constraints Induced by Mixed-Integer Linear Recourse

  • Uwe Gotzes

Abstract

The starting point of the investigations in this chapter is to identify “acceptable” members of \( \left( {\tilde fx} \right)x \in X \) (cf. (1.6), (1.8)) with respect to the introduced partial orders rather than looking for a “best” among them with respect to some scalarization. We assume that a random variable \( a:\Omega \to \) reflecting an acceptance threshold for the costs \( \tilde f_x \) resulting from the two-stage dynamics in (1.2) is given.

Keywords

Lower Semicontinuous Stochastic Program Borel Probability Measure Real Random Variable Deterministic Equivalent 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Vieweg+Teubner | GWV Fachverlage GmbH 2009

Authors and Affiliations

  • Uwe Gotzes

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